Chapter 3 System Response Once the system model has been developed, we can see what predictions it makes

of the system's behavior under whatever conditions are of interest. In order to do this for a continuoustime, dynamic model, we must solve the model's differential equations. 3.1 Free response of a first-order model The simplest dynamic model to analyze is a linear, first-order, constant-coefficient, ordinary differential equation without inputs. This model refers to the followin simple equation!
dy = ry dt

"#.$-$%

where r is a constant. There are several ways of solvin this equation, but we wish to emphasize from the start the useful fact. &ny constant-coefficient, linear, ordinary differential equation or coupled set of such equations of any order, without inputs, can always be solved by assumin an e'ponential form for the solution. The eneral e'ponential form to be assumed for each unknown variable is
y "t % = Ae st

"#.(-(%

where A and s are unknown constants. The time derivative of y in this form is
dy = sAe st dt

)ubstitutin the last two relations into "#.$-$% ives

sAe st = rAe st

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*or the solution to be nontrivial "nonzero for arbitrary values of t%, the constant A must be nonzero, and s must be finite. Thus, Aest does not equal zero, and we obtain s=r "#.$-#% +quation "#.$-#% is known as the characteristic equation of the model and is a first-order polynomial equation in s. It has one solution, the characteristic root. Thus, the solution of "#.$-$% is y "t % = Ae "#.$-,% for any nonzero A. In order to determine a value for A, an additional condition must be stipulated. This condition usually specifies the value of y at time to, the start of the process and is the initial condition. +valuatin the precedin equation at t=to ives A=y(to)e-rto &nd accordin ly the solution is y(t) = y(to)e-rtoert
rt

or
y "t % = y "t o %e r "t to %

"#.$--%

*or autonomous models "the model dy/dt =f(y,t) is autonomous when f(y,t) is independent of t% the ori in of the time a'is may be shifted so that to is taken to be zero without loss of enerality. The solution is sketched in *i ure #.$ for positive, zero, and ne ative values of r. .ecause this solution describes the system's behavior when it is free of input's influence, this solution is called the free response. The time constant If r is ne ative, a new constant is usually introduced by the definition
=
$ r

"#.$-/%

and the solution can be written as

162

y "t % = y "1%e t 0

"#.$-2%

The new parameter is the model's time constant, and it ives a convenient measure of the e'ponential decay curve. To see this, let t3 in "#.$-2% to obtain
y " % = y "1%e $ 1.#2 y "1%

"#.$-4%

*i ure #.$ *ree response of a linear first-order model. &fter a time equal to one time constant has elapsed, y has decayed to #25 of its initial value. &lternatively, we can say that y has decayed by /#5. If t=4 , y(4 ) = y(0)e-4 0.02y(0) "#.$-6%

&fter a time equal to four time constants, y has decayed to (5 of its initial value "or by 645%.
163

Point equilibrium and stability Often the information desired from a dynamic model simply concerns the e'istence of a point equilibrium or equilibrium state "or simply equilibrium in common usa e% and its stability. & point equilibrium is a condition of no chan e in the model's variables. 7athematically, it is determined by solvin for the values of the variables that make all of the time derivatives identically zero. *or "#.$-$%, this implies that 0=ry If r is zero, an infinite number of equilibrium values for y e'ists. If r is nonzero, the only point equilibrium is y=0. Thus, if y is initially zero, it will remain zero unless some cause "other than those already described by the model% displaces y from its equilibrium value. If y disturbed from equilibrium, a natural question to ask is, 8oes y return to its equilibrium9 The answer is determined by the stability characteristics of the equilibrium. & stable equilibrium is one to which the model's variables return and remain if sli htly disturbed. :onversely, an unstable equilibrium is one from which the model's variables continue to recede if sli htly disturbed. There is a borderline situation, a neutrally stable equilibrium, defined to be one to which the model's variables do not return and remain but from which they do not continue to recede. These three cases can be illustrated by a ball rollin on a surface "*i ure #.(%. In *i ure #.(a, if the ball is displaced but still within the valley ";sli htly displaced;%, it will roll back and forth around the bottom, transferrin ener y between kinetic and potential. If there is friction, the ball finally comes to rest after the friction has dissipated all the ener y. Thus, the equilibrium state is the state in which the ball resets at the bottom, and it is stable if friction is present. & frictionless surface will allow the ball to oscillate forever about the bottom, and in this case, the

164

equilibrium is neutrally stable. If the ball is displaced so much that it now lies on the level surface, the equilibrium can no lon er be considered stable even with friction. The term local stability is sometimes used to emphasize the restriction to small displacements, while lobal stability implies stability with respect to all displacements.

*i ure #.( stability e'amples. "a% .all in a hole. 6b% ball on an infinite hill. "c% .all on a finite hill.

165

*or the ball precariously balanced on top of the hill "*i ure #.(b%, this equilibrium is lobally unstable "and thus locally unstable as well% for hypothetical hill without a bottom if the friction is not reat enou h to stop the ball. The absence of such a hill in reality points out that in interpretin instability, the assumptions of the model structure must be kept in mind. Thus, in a model of form of "#.$-$%, equilibrium at y31 is lobally unstable mathematically if r<1, but this does not mean that the actual variable y will eventually become infinite. *or physical systems, a locally unstable equilibrium usually means either that the equipment will fail as it recedes from equilibrium or that the model's assumptions are no lon er valid as the system enters a new mode of behavior requirin a new model. If the hill has a bottom consistin of a level surface "*i ure #.(c%, the equilibrium is still locally unstable but now becomes neutrally stable in a lobal sense, since the ball eventually comes to rest if there is friction. =ith no friction, it remains lobally unstable. :omparin *i ure #.(a without friction and #.(c with friction reveals that two types of neutral stability can occur. In the first type, the ball's position returns to equilibrium but does not remain. In the second type, the ball never returns but does not recede forever. >eutral stability of the first type "oscillatory behavior% is an abstraction that does not e'ist in physical systems unless a power source is present to sustain the oscillations. Otherwise, dissipative forces, such as friction, act to create a stable situation. The first-order model has one characteristic root, and, as we will see, a second-order model has two roots, etc. The local stability properties of an equilibrium for a linear model are determined from the characteristic roots and by an equivalent but appro'imate process called linearization for a nonlinear model. & linear model is lobally stable if it is locally stable, but determinin lobal stability is frequently difficult for nonlinear models. The characteristic root of "#.$-$% is iven by "#.$-#%, and from *i ure #.$, we can e'tract the followin eneral statement!

166

An equilibrium of the first-order linear model is globally stable if and only if its characteristic root s is negati e and is neutrally stable if and only if s is !ero. "ther#ise, the equilibrium is unstable. Parameter estimation In many applications, a system can be described by "#.$-$%, but the parameter r cannot be computed from basic principles. If past measurements of y at various times are available, a value for r can be estimated by the followin technique. If the first data point is taken to be at to=0, the natural lo arithm of both sides of "#.$--% ives ln y(t) = ln y(0) $ rt "#.$-$1%

If the lo arithms of the measurements of y are plotted versus t, the transformed data should cluster about a strai ht line if "#.$-$% is an accurate model of the process "and if the measurement error is small?%. This situation is shown in fi ure #.# for a ne ative value of r. & strai ht line can be fitted by eye if reat accuracy is not required, and the value of r is estimated from the slope of this line. If the points have some scatter, the method of least squares can be used to fit a line to the data. =ith the estimated value of r, predictions can then be made about future system behavior.

*i ure #.# @o arithmic transformation of data.

167

%&am'le (.) *or the series circuit model shown below, let y= ( and )31. Then,
*+ dy +y =1 dt

The characteristic root is s = -)/*+, and thus the time constant ,, is 3*+. Typical values of * and + are $1,111 and 1.$ respectively. These ive a time constant of 1.11$s. If the input volta e becomes zero but the circuit remains closed, the capacitor volta e decays by 645 in 1.11,s. %&am'le (.2 :ompute the time constant for a tank-pipe system as shown in the followin fi ure, assumin that the flow is laminar. The tank contains fuel oil at -0o, with a mass density of )..2 slugs/ft( and a viscosity of 0.02 lb-sec/ft2. The outlet pipe diameter / is ) in., and its len th 0 is 2 ft. The tank is 2 ft diameter.

168

*or the iven system we have!

A dh g = q$ h dt *

"#.$-$$%

where q) is a volume flow rate. Aere, the tank area is A = ft2. The laminar pipe resistance * can be calculated as!
*= $(40 $(4"1.1(%"(% lb sec = = $4-/4., , , / "$.4(% "$ 0 $(% ft -

and
g #(.( = = 1.11$2#, ft ( 0 sec * $4-/4.,

Thus,

dh = 1.11$2#,h + q$ dt

and the time constant is 3 01.11$2#,3 $4$( sec 3 #1.( min.

169

3.2 Step response of the first-order model 7any of the models developed in :hapter ( can be put into the followin eneral form!
dy = ry + b dt

"#.(-$%

where is the input. The solution obtained in )ection #.$ applies when no input is present-that is, when =0- and this solution represents the intrinsic behavior of the system. Aere, we be in the analysis of "#.(-$% for the commonly encountered input functions of time. The simplest of these perhaps is the step function depicted in *i ure #.,. &s its names implies, it has the appearance of a sin le stair step. .efore the initial time t=0, the step function has a constant value, usually zero. &t t=0, Bumps instantaneously to a new constant value, 1, the ma nitude, which it maintains thereafter. The step function is an appro'imate description of an input that can be switched O> in a time interval that is very short compared to the time constant of the system.

*i ure #., )tep input of ma nitude 1.

170

& common notation for the unit step function "1=)% is us(t). &ccordin ly, the step with ma nitude 7 is denoted by 1us(t). Solution for the stable case There are several ways of obtainin the closed-form solution of "#.(-$% with a step input, if r and b are constants. *or now, we will restrict ourselves to the stable case "rC1%, in which case "#.(-$% can be written as
dy $ = y +b dt

"#.(-(%

The simplest way of proceedin at this point is by employin some physical insi ht to obtain the form of solution. If the input flow rate qi in *i ure (.#( is a step input, the tank hei ht and thus the outflow rate will increase until the outflow rate equals the input rate and the tank comes to an equilibrium state. )ince this system is stable and its intrinsic behavior is iven by "#.$-%, we assume that its response to a step input can be written in the form
y "t % = +$e t 0 + + (

"#.(-#%

where +) and +2 are undetermined constants. >ote that as t , y + ( as we would e'pect. )ubstitutin into "#.(-(% for t<1 ives
$ $ +$e t 0 = "+$e t 0 + + ( % + b1

This yields

+ ( = b1

The last condition to be satisfied is the initial condition

y "1% = +$e 1 + b1

or

+$ = y "1% b1

This ives the step response

171

y "t % = E y "1% b1 De t 0 + b1

"#.(-,%

which is plotted in *i ure #.- for positive values of b, 1, and y(0).

*i ure #.- )tep response of a first-order system. Free and forced response The solution iven by "#.(-,% can be decomposed in several ways. =e may think of the solution as bein composed of two parts! one resultin from the ;intrinsic; behavior of the system "the free response% and the other from the input "the forced response%. =ritten this way, the solution is
y "t % = y "1%e t 0 + b1 "$ e t 0 %

where the first term represents the free response, while the second term represents the forced response. The principle of superposition for a linear model implies that the total or complete response results from the sum of the free and the forced responses. =e could have found the complete
172

solution by addin the free response from "#.$--% to the forced response iven by "#.(-,% with y(0) =0. This approach is sometimes useful for complicated "hi her order% models. In summary, the free response represents that part of the system behavior stimulated by the initial value of y, and the forced response represents the effect of the input. Transient and steady-state responses =e can also think of the response as bein comprised of a term that eventually disappears "the transient response% and a term that remains "the steady-state response%. *or "#.(-,%, the transient response is
E y "1% b1De t 0

and the steady-state response is

b1

*or a stable system, the free response is always part of the transient response, and some the forced response mi ht appear in the transient response. eutrally stable and unstable cases If r is zero in "#.(-$%, the solution iven by "#.(-,% does not apply, because is positive by definition. In this neutrally dy stable case, dt is a constant for t<1 and thus
y "t % = b1dt + y "1%
1 t

or
y "t % = b1t + y "1%

"#.(--%

and y continues to increase indefinitely in ma nitude. :ontrast this behavior with the step response for the stable case, where y approaches a constant. This difference results from the self-

173

re ulatin "feedback% nature of the term ry on the ri ht-hand side of "#.(-$%. If r is positive "unstable case%, an approach similar to that used for the stable case produces the followin solution!
y "t % = E y "1% + b1 rt b1 De r r

"#.(-/%

The response increases e'ponentially. %&am'le (.( "a% =e want to find the motor torque necessary to drive a load inertia of $., oz-in-sec( at a constant speed of $-1 rad0sec. The load's resistin torque is due entirely to dry friction and is measured to be (-/ oz-in. The tentative motor choice has has an armature inertia of 1.$- oz-in-sec(, a rotational loss coefficient of 2 oz-in0Frpm, and a ma'imum internal dry friction torque of $- oz-in. "These data are available from manufacturer's catalo s%. "b% Once the motor torque is determined, find how lon it will take to reach the desired speed startin from zero. )olution "a% The inertias of the connectin shaft and ears are assumed to have been lumped with the load inertia. If we ne lect the twistin of the shaft, we can also lump the armature and load inertias to et a model similar in form to that shown in the followin *i ure, where the applied torque 2) is the motor torque 2m minus the total dry friction torque 2,. The dampin coefficient c is iven by the rotational-loss coefficient. Thus, the needed values are 3= ).4 $ 0.)4 = ).44 o!-in-sec2 2) = 2m -245 - )4 = 2m -2-) o!-in c= - o!-in/6r'm = 0.0- o!-in/rad/sec &t steady state, the torques must be balance, so that
174

2m -2-) = 0.0- ()40) =here the torque on the ri ht is the dampin torque e'perienced at the desi n speed of )40 rad/sec. The required motor torque therefore is 2m = 2.).4 o!-in.

*i ure to e'ample #.# "b% If this torque is suddenly applied and maintained, the step response may be used. The system time constant is
=
3 $.-= = (( sec c 1.12

and it will take appro'imately 44 sec to reach the desired speed if the motor torque is held constant. %&am'le (.4 :onsider e'ample #.( with inflow to a 2-ft diameter tank. If the input flow rate of fuel oil q) is 20 gal/min, how lon will it take to raise the oil level from ) to )0 ft if the )-in outlet line remains open9

175

)olution! )ince -.4. gal=) ft(, the input flow rate is 0.044( ft(/sec, and this is the ma nitude of the step. The tank model "#.$-$$% when put into the standard form of "#.(-(% ives y=h =q) =*A/g = ).)2 b=)/A=)/ +quation "#.(-,% can be transformed lo arithmically to find the time required to reach )0 ft if h(0)=) ft.
b1 = " $ $1 (-.-t ln" % = $ (-.-$4$(

%"1.,,#%"$4$(% = (-.-- ft

The time required is t= .2- sec = )(.. min & by-product of this analysis is the final hei ht, 24.44ft, that would be attained if the input flow rate were maintained constant at 20 gal/min. %&am'le (.4 *or the previous e'ample, how lon would it take for the hei ht to reach )0 ft if the outlet pipe were closed9 )olution! In this case, the outflow term gh/* in "#.$-$$% is zero, and the neutrally stable case applies. *rom "#.(--%, the step response is
h"t % = $ "1.1,,#%t + h"1% #.$,

=ith h(t) = )0 and h(0)=), the time required is

t= "$1 $%"#.$,% = /#4 sec 1.1,,#

= )0.5 min.

176

%&am'le (.5 &n electrical transducer system which consists of a resistance in series with a capacitor. =hen subBect to a step input of size 7 it is found to ive an output of potential difference across the capacitor , which is iven by the differential equation!
*+ d + =7 dt

=hat is the response of the system and how does vary with time9 )olution!
= 7 "$ e t 0 *+ %

3.3 Free response of a second-order model The free response of second-order linear continuous-time models is more varied than that of first-order models, because oscillatory as well as e'ponential functions can occur. Reduced and state !ariable forms The application of physical laws can produce a second-order model in the form of either a sin le second-order equation or two coupled first-order equations. The mass-sprin -damper model
m d (& d& +c + 8& = f ( dt dt

is an e'ample of the first form. The 8:

motor model is an e'ample of the second form, which is called the state variable form. The two forms are equivalent, but each has its own advanta es for analyzin system behavior. The state variable form is more convenient for use with numericalsimulation techniques. The reduced form is more convenient for findin the response analytically, for low-order models with relatively simple inputs. It is easy to convert from one form to another. The model
m d (& d& +c + 8& = f ( dt dt

can be converted to state variable form by

definin as a new variable the time derivative of the variable '. d& @et the new variable be denoted . since = dt , v is obviously
177

the speed of the mass m. The two variables whose derivatives appear in the state variable form are called the state variables of the system. Generally, there is no unique choice for the state variables. .ecause
= d& dt

, the model

d (& d& +c + 8& = f ( dt dt

can be written in

state variable form as!

d& = dt d m = f c 8& dt

"#.#-$%

"#.#-(% In order to solve these equations, it should be obvious that we need to know the startin value of the two state variablesH that d& is, &(0) and (0) 3 dt "1% . In order to solve the reduced form
m d (& d& +c + 8& = f ( dt dt

, we need the same information.

:onversion from state variable form to reduced form requires one the equations to be differentiated and substituted into the other to eliminate the unwanted variable. *or the 8: motor model, suppose we desire a reduced model in terms of the speed . To obtain this, differentiate "(.--,% to yield
3 di d ( d = 62 a c ( dt dt dt

)olve "(.--#% for dia/dt and substitute into the precedin equation to obtain
3 d ( 6 2 * d d = E "3 + c D c ( 0 62 dt dt dt

*inally, solve "(.--,% for ia, and substitute into the precedin equation to eliminate ia. This ives
3 d ( 6 2 * d d = E "3 + c % 6 e D c ( 0 62 dt dt dt

or

178

d ( d 03 + " *3 + c0% + "c* + 6 e 6 2 % = 6 2 ( dt dt

"#.#-#%

Table #.$ ives the eneral relationship between the two forms for the second-order model.
Table #.$ :onversion from state variable form to reduced form! a secondorder case. )tate variable form
d&$ = a$$ &$ + a$( & ( + b$ f dt d& ( = a ($ &$ + a (( & ( + b( f dt

+quivalent reduced form $. In terms of the variable &)

(. In terms of the variable &2

d ( &$ dt ( df b$ dt ( d &( dt ( df b( dt

"a$$ + a (( %

d&$ + "a$$ a (( a$( a ($ % &$ = dt

+ "a$( b( a (( b$ % f " a$$ + a (( % d& ( + "a$$ a (( a$( a ($ % & ( = dt

+ "a ($b$ a$$b( % f

Solution from the reduced form The mass-sprin -damper system is often used to illustrate the free response of a second-order system. Its model can be written as
m d (& d& +c + 8& = f ( dt dt

"#.#-,%

The free response can be obtained by usin the same trial solution as in section #.$, namely,
&"t % = Ae st

"#.#--%

where A and s are constants to be determined. This approach is used to emphasize that the free response of any linear constantcoefficient equation can always be obtained by e'ponential substitution.
179

8ifferentiatin "#.#--% twice ives

d& = sAe st dt d (& = s ( Ae st ( dt

)ubstitute these into "#.#-,% with f=0, and collect terms to et

"ms ( + cs + 8 % Ae st = 1

&s with the first-order model in )ection #.$, a eneral solution is possible only if Ae st 1 . Thus,
ms ( + cs + 8 = 1

"#.#-/%

This is the model characteristic equation. It ives the followin solution for the unknown constant s!
s= c c ( ,m8 (m

"#.#-2%

=e see immediately that two characteristic roots occur. +ach root enerates a solution of the form of "#.#--%. If the roots are distinct, the free response is a linear combination of these two forms. @et s) and s2 denote the two roots. The free response is
&"t % = A$e s$t + A( e s(t

"#.#-4%

It is easy to show that this solves "#.#-,% with f=0, by computin

d& dt

and

d (& dt (

, substitutin these e'pressions into "#.#-,%, and

notin that both s) and s2 satisfy "#.#-/%. Two state variables are required to describe this system's dynamics. Therefore, the initial values of these variables must be specified in order for the solution to be completely determined. This means that the two constants A) and A2 are

180

determined by the two initial conditions. If the values of d& and dt are iven at t=0, then from "#.#-4%,
&"1% = A$e 1 + A( e 1 = A$ + A(

& "t %

"#.#-6%

8ifferentiatin "#.#-4% and evaluatin at t=0, we obtain

d& "1% = s$ A$ + s ( A( dt

"#.#-$1%
& " 1%

The solution of A) and A2 in terms of

d& "1% s ( & "1% A$ = dt s$ s ( s$ &"1% d& " 1% dt = &"1% A$ s$ s (

and

d& " 1% dt

is

"#.#-$$%

A( =

"#.#-$(%

%&am'le (.*ind the free response of "#.#-,% for m=), c=4, and 8=4. The d& initial conditions are &"1% =$ and dt "1% = - . )olution The characteristic roots from "#.#-2% are s)= -) and s2= -4. *rom "#.#$$% and "#.#-$(%, A) =(, A2= -2, and "#.#-4% ives
& "t % = #e t (e , t

181

"scillatory solutions The solution iven by "#.#-4% is convenient to use only when the characteristic roots are real and distinct. If the roots are comple', the behavior of '"t% is difficult to visualize from "#.#4%. =e now rearran e the solution into a more useful form for the case of comple' roots. :omple' roots of "#.#-/% occur if and only if c( - ,mkC1. If so, the roots are comple' conBu ates. *or now, assume that the real part of the roots is ne ative and write the roots as
s$ = a + ib s ( = a ib

"#.#-$#% "#.#-$,% "#.#-$-% "#.#-$/%

where
a= c (m
,m8 c ( (m

b=

*or this case, b<1 if m<1. The solution "#.#-4% can be written as
&"t % = A$e " a +ib % t + A( e " a ib %t = e at " A$e ibt + A( e ibt %

+uler's identity for the comple' e'ponential shows that e ibt = cos bt + i sin bt "#.#-$2%
e ibt = cos bt i sin bt

"#.#-$4% "#.#-$6%

Thus,
& "t % = e at E" A$ + A( % cos bt + i " A$ A( % sin bt D

)ubstitutin s) and s2 into the e'pressions for A) and A2 shows that

d& "1% + a&"1% &"1% dt A$ = i ( (b

and A2 is the comple' conBu ate of A). =rite A) as A* $ A3i. Then

182

A) $ A2 = 2A* i(A)-A2) = -2A3 and

&"t % = e at "( A* cos bt ( A3 sin bt %

"#.#-($% "#.#-((% "#.#-(#%

where
& " 1% ( d& "1% + a&"1% A3 = dt (b A* =

It is now apparent from "#.#-($% that the free response consists of e'ponentially decayin oscillations with a frequency of b radians per unit time. The precise nature of the oscillation can be displayed by writin "#.#-($% as a sine wave with a phase shift. Ise the identity
9 sin"bt + % = 9 cos sin bt + 9 sin cos bt

"#.#-(,%

and compare with the term in parentheses in "#.#-($%. This shows that
9 sin = ( A* 9 cos = ( A 3

"#.#-(-% "#.#-(/%

=e can define 9 to be positive and absorb any ne ative si ns with the phase an le . Thus,
9 ( sin ( + 9 ( cos ( = ," A ( * + A ( 3 %

or
9 = ( A( * + A( 3

"#.#-(2%

183

since sin + cos = $ . =ith . found from this e'pression, is computed from "#.#-(-% with "#.#-(/% used to determine the quadrant of . The free response for comple' roots is thus iven by
( (

& "t % = 9e a t sin"bt + %

"#.#-(4%

This is illustrated in *i ure #./. The sinusoidal oscillation has a frequency b "radians0unit time% and therefore a period of ( 0 b . The amplitude of oscillation decays e'ponentiallyH that is, the oscillation is bracketed on top and bottom by envelopes that are proportional to e-at. These envelopes have a time constant of = $ 0 a . Thus, the amplitude of the ne't oscillation occurrin after t=)/a will be less than #25 of the peak amplitude. *or t:4/a, the amplitudes are less than (5 of the peak.

*i ure #./ *ree response of the second-order model with comple' roots &"t % = 9e t sin"bt +%
a

184

%&am'le (.. )olve

m d (& d& +c + 8& = f ( dt dt

for m=), c=(, 8=..4, and f=0. The

d& " 1% = - . dt

initial conditions are &(0) =) and )olution The characteristic roots are
s=

# 6 #, = $.- (.-i (

and therefore a=).4 and b=2.4. The constants A*, A3, and can be found from "#.#-((%, "#.#-(#%, and throu h "#.#-(2%. Aowever, we now show that it is sufficient simply to remember the solution form "#.#-(4%. *rom this, we see that
d& "1% = a9e at sin"bt + % + b9e at cos"bt + % dt

"#.#-(6%

and
& "1% = 9 sin

"#.#-#1% "#.#-#$%

d& "1% = a9 sin + b9 cos dt

)ubstitute

9 sin

into the last equation to obtain

d& "1% + a&"1% dt 9 cos = b

The present numerical values ive

9 sin = $ - +$.9 cos = = (./ (.-

185

)ince 9 is defined to be positive, these relations imply that sin > 1 and cos > 1 . Thus, is in the first quadrant and
tan =

sin $ = = 1.#4,/ cos (./

2).04o = 0.(5- rad

$ = (.24/ sin

*inally,
9=

and the solution is

& "t % = (.24e $.-t sin" (.-t + 1.#/2%

"#.#-##%

The time constant is time units and the oscillation will have essentially disappeared after ,"1//2% 3 (./2 time units.
=
$ = 1.//2 $.-

186

#eha!ior $ith repeated roots =hen the two roots of the characteristic equation are repeated "equal%, the combination iven by "#.#-4% does not consist of two linearly independent functions. In this case, it can be shown that the proper combination is
&"t % = A$e s$t + tA( e s(t

"#.#-#,%

where s)=s2. This situation occurs for the vibration model "#.#-,% when c2-4m8=0. In this case, s)= -c/2m. If the repeated roots are ne ative, the free response "#.#-#,% decays with time despite the presence of t as a multiplier, because es2t approaches zero faster than t becomes infinite. & peak can occur before the solution be ins to decay, dependin on the relative values of A) and A2, which are found from the initial conditions as before.
A$ = &"1%
A( = d& "1% s$ & "1% dt

"#.#-#-% "#.#-#/%

3.% The characteristic equation =e will now present some convenient criteria to use in determinin the system's stability, its time constant, oscillatory behavior, and frequency of oscillation, if any. &ll of these properties are determined by only the characteristic equation, and not by the initial conditions. The latter determine amplitudes and phase shifts. .ecause we have used the vibration model "#.#-,% as our e'ample, we will use its form of the characteristic equation as the reference.
ms ( + cs + 8 = 1

"#.,-$%

187

Stability =e have now treated all three situations that can arise for the free response of the linear second-order model with constant coefficients. =ith f=0 in the vibration model "#.#-,%, the only possible equilibrium is &=0 if 8 1 . *rom the definition of stability iven in )ection #.$, it can be seen that the solution &(t) must approach zero as t becomes infinite, in order for the equilibrium to be stable. This occurs in real, distinct-roots and the repeated-roots cases only if both roots are ne ative. In the case of comple' roots, "#.#-(4% shows that the real part of the roots must be ne ative. =e can summarize all three cases by statin that the system is stable if and only if both roots have ne ative real parts. "*or the real-root cases, the ima inary parts are considered to be zero.% >eutral, or limited, stability occurs for this second-order system in the comple' roots case if the real part is zero. The solution is then a constant-amplitude sinusoidal oscillation about the equilibrium. >eutral stability also occurs if one root is ne ative and the other zero. )ince two repeated zero roots are impossible here, we can eneralize this result to state that the equilibrium is neutrally stable when at least one root has a zero real part and the other root does not have a positive real part. :onversely, it can be seen from "#.#-4% that only one root need be positive for &(t) to become infinite. *or the comple'-roots case, this happens if the real part is positive. Thus, for all root cases, if at least one root has a positive real part, the equilibrium is unstable. These observations hold true for systems of hi her order. 8iscussion of a second-order system automatically implies that the coefficient m in "#.#-,% is nonzero. =ith this restriction, an analysis of the root solution "#.#-2% will show that both roots have ne ative real parts if and only if m, c, and 8 are positive. If either c or 8 is zero, the equilibrium is neutrally stable.

188

The dampin& ratio The behavior of the precedin free response for the stable case can be conveniently characterized by the dampin ratio "sometimes called the dampin factor%. *or the characteristic equation "#.,-$%, this is defined as
=
c ( m8

"#.,-(%

Jepeated roots occur if c2 -4m8=0H that is if c = ( m8 . This value of the dampin constant is the critical dampin constant, and when c has this value, the system is said to be critically damped. If the actual dampin constant is reater than ( m8 , two real distinct roots e'ist, and the system is overdamped. If c < ( m8 , comple' roots occur, and the system is underdamped. The dampin ratio is thus seen to be the ratio of the actual dampin constant c to the critical value. *or a critically damped system, =$ . +'ponential behavior occurs if > $ , and oscillations e'ist for <$ . The dampin ratio is used with the reduced model form as a quick check for oscillatory behavior. In +'ample with m=), c=4, and 8=4H = - 0 , > $ , and therefore the roots are real and distinct. There will be no oscillatory free response. In +'ample with m=), c=(, and 8=..4H since the dampin ratio is = 1.-$ <$ , the roots are comple', and the free response will oscillate. atural and damped frequencies of oscillation =hen there is no dampin , the characteristic roots are purely ima inary. The ima inary part, and therefore the frequency of oscillation, for this case is b = 8 0 m . This frequency is termed the undamped natural frequency, or simply the natural frequency, and is used as a reference value denoted by . Thus,
n

n =

8 m

"#.,-#%

189

=e can write the characteristic equation in terms of the parameters and . *irst, divide "#.,-$% by m and use the fact that ( = c 0 m . The equation becomes
n n

s ( + ( n s + n = 1

"#.,-,%

and the roots are

s = n in $ (

"#.,--%
a = n

:omparison with "#.#-$#% shows that )ince the time constant is )/a,
=
$ n

and

b = n $ (

"#.,-/%
d

The frequency of oscillation is sometimes called the damped natural frequency, or simply damped frequency , to distin uish it from .
n

d = n $ (

"#.,-2%
d

*or the underdamped case " <$ %, we see that 'raphical interpretation

C .
n

The precedin relationships can be represented raphically by plottin the location of the roots "#.,--% in the comple' plane "*i ure #.2%, in which the ima inary part is plotted versus the real part. This plot is said to be in the s plane. )ince the roots are conBu ate, we consider only the upper root. *rom the stability criterion, we see that a root lyin in the ri hthalf plane results in an unstable system. The parameters , , and are normally used to describe stable system only, and so we will assume for now that all roots lie in the left-hand plane. The len ths of two sides of the ri ht trian le shown in *i ure #.2 are and $ . Thus, the hypotenuse has len th . It makes an an le with the ne ative real a'is, and
n d n
( n

190

cos =

"#.,-4%

*i ure #.2 @ocation of the upper comple' root in terms of the parameters , , , .
n d

Therefore, all roots lyin on the circumference of a iven circle centered on the ori in are associated with the same undamped natural frequency . *i ure #.4a illustrates this for two different frequencies, n $ and . *rom "#.,-4%, we see that all roots lyin on the same line passin throu h the ori in are associated with the same dampin ratio "*i ure #.4b%. The limitin values of correspond to the ima inary a'is " 31% and the ne ative real a'is " 3$%. Joots lyin on a iven line parallel to the real a'is all ive the same damped natural frequency "*i ure #.4c%.
n n(

191

*i ure #.4 Graphical representation of the parameters , n , d , and in the comple' plane. "a% Joots with the same natural frequency n lie on the same circle. "b% Joots with the same dampin ratio lie on the same line throu h the ori in. "c% &ll roots on a iven line parallel to the real a'is have the same damped natural frequency d . "d% &ll roots on a iven line parallel to the ima inary a'is have the same time constant . The root lyin the farthest to the ri ht is the dominant root.

192

The dominant-root concept )ince = , the distance from the root to the ima inary a'is
n

equals the reciprocal of the time constant for that root. &ll roots lyin on a iven vertical line have the same time constant, and the reater the distance of the line from the ima inary a'is, the smaller the time constant "*i ure #.4d%H this leads to the dominant root. *or a iven characteristic equation, this is the root that lies the farthest to the ri ht in the s plane. Therefore, if the system is stable, the dominant root is the root with the lar est time constant. The dominant-root concept allows us to simplify the analysis of a iven system by focusin on the root that plays the most important role in the system's dynamics. *or e'ample, if the two roots are s)3 -20 and s23 -2, the free response is of the form
&"t % = A$e (1 t + A( e (t

*or time measured in seconds, the first e'ponential has a time constant $ = $ 0 (1 sec, while the second e'ponential's time constant is ( = $ 0 ( sec. The first e'ponential will have essentially disappeared after 4/20sec, while the second e'ponential takes about 4/2=2sec to disappear. Inless the constant A) is very much lar er than A2, after about 0.2sec, the solution is iven appro'imately by
&"t % A( e ( t

The root s23 -2 is the dominant root. The term in the free response correspondin to the dominant root remains nonzero lon er than the other terms. The usefulness of the dominant root in the precedin e'ample is that it allows us to estimate the response time for the system. This is the time constant of the dominant root. Obviously, the reater the separation between the dominant root and the other roots, the better the dominant-root appro'imation.

193

*or a second-order system with two real roots, the dampin ratio is a useful indicator of how much separation e'ists between roots. Therefore is an indicator of the accuracy of the dominant-root appro'imation for such systems. )uppose we wish the dominant root to be s 3 -b, where b is a specified number. =rite the secondary root as s 3 -nb, where n is the root separation factor. To see how n depends on , write the polynomial correspondin to these two roots as
" s + b%" s + nb% = s ( + "n + $%bs + nb ( = 1

"#.,-6%

The dampin ratio is

=
b"n + $% ( nb
(

n +$ ( n

"#.,-$1%

194